GOVT Options History — June 2019 In June 2019, GOVT traded between $25.59 and $25.82. ATM implied volatility averaged 88.2%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 84.6% (HV 20d: 3.6%). Max pain ranged from $22.00 to $26.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-05 : Highest Volume — 1 contracts2019-06-07 : Largest IV spike — 104.8% change2019-06-11 : Highest IV Rank — 77.1%2019-06-28 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.70 $25.59 $25.82 $25.70 $25.81 Max Pain $24.29 $22.00 $26.00 $22.00 $26.00 ATM IV 88.2% 50.2% 148.0% 56.4% 101.8% Expected Move 22.7% 14.4% 29.2% 16.2% 29.2% HV 20d 3.6% 3.3% 3.9% 3.3% 3.3% HV 60d 3.5% 3.2% 3.6% 3.4% 3.2% IV Rank 44.5% 23.7% 77.1% 27.1% 51.9% IV Percentile 40.4% 7.9% 92.1% 11.5% 62.7% Term Structure -15.3% -40.7% 66.0% 64.8% -35.9% VWIV 101.6% 96.6% 111.4% 111.4% 103.5% Skew 25d 20.9% 5.9% 29.6% 28.4% 26.5% Skew 10d 22.7% 16.2% 41.2% 40.5% 26.5% Call IV 25d 93.0% 19.0% 130.2% 121.7% 111.3% Put IV 25d 113.9% 25.0% 159.8% 150.1% 137.8% Bid-Ask Spread % 198.22 190.44 200.00 194.81 197.86 Gamma HHI 0.55 0.28 1.00 0.28 1.00 Net GEX 378 0 1.6K 253 42 Net DEX -6.2K -9.0K 0 -8.7K -1.4K Net VEX -6 -15 0 -15 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.4 0 1 0 1 Total OI 4.85 0 7 7 1
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2019-06-03 $25.70 $22.00 56.4% 16.2% 3.3% 27.1% 0.0% 28.4% 64.8% 253 -8.7K -15 0.00 194.81 0 0 6 1 2019-06-04 $25.62 $22.00 58.0% 16.6% 3.7% 28.0% 0.0% 5.9% 65.4% 408 -9.0K -13 0.00 190.44 0 0 6 1 2019-06-05 $25.62 $22.00 59.8% 17.1% 3.6% 28.9% 111.4% 29.6% 66.0% 254 -8.5K -14 0.00 194.81 1 0 6 1 2019-06-06 $25.60 $0.00 61.0% 20.5% 3.6% 29.6% 0.0% 16.2% -27.2% 207 -7.0K -11 0.00 200.00 1 0 5 1 2019-06-07 $25.68 $0.00 124.9% 20.7% 3.6% 64.5% 0.0% 17.4% -27.6% 168 -7.0K -11 0.00 200.00 1 0 5 1 2019-06-10 $25.60 $0.00 141.1% 21.5% 3.9% 73.3% 0.0% 16.9% -30.0% 169 -6.9K -10 0.00 200.00 0 0 5 1 2019-06-11 $25.59 $0.00 148.0% 21.8% 3.8% 77.1% 0.0% 16.9% -30.8% 169 -6.9K -10 0.00 200.00 0 0 5 1 2019-06-12 $25.62 $0.00 77.0% 22.1% 3.7% 38.3% 0.0% 17.5% -31.5% 214 -7.0K -9 0.00 196.38 0 0 5 1 2019-06-13 $25.68 $0.00 78.0% 22.3% 3.7% 38.9% 0.0% 18.6% -32.2% 172 -7.0K -8 0.00 200.00 0 0 5 1 2019-06-14 $25.68 $0.00 79.1% 22.7% 3.6% 39.5% 0.0% 18.9% -33.1% 198 -7.0K -8 0.00 199.23 0 0 5 1 2019-06-17 $25.69 $0.00 82.7% 23.7% 3.6% 41.4% 0.0% 19.9% -36.0% 1.0K -8.7K -3 0.00 200.00 0 0 5 1 2019-06-18 $25.72 $0.00 50.2% 14.4% 3.5% 23.7% 0.0% 20.6% 30.5% 1.2K -8.6K -3 0.00 200.00 0 0 5 1 2019-06-19 $25.79 $0.00 85.2% 24.4% 3.5% 42.8% 0.0% 22.1% -37.8% 1.3K -9.0K -2 0.00 200.00 0 0 5 1 2019-06-20 $25.81 $0.00 86.7% 24.8% 3.5% 43.6% 0.0% 22.7% -38.9% 1.6K -8.9K -1 0.00 197.86 0 0 5 1 2019-06-21 $25.72 $0.00 88.3% 25.3% 3.6% 44.5% 0.0% 21.6% -40.7% 0 -7.7K 0 0.00 200.00 0 0 5 1 2019-06-24 $25.79 $0.00 94.4% 27.1% 3.6% 47.8% 97.2% 24.0% -32.1% 0 0 0 0.00 198.12 1 0 0 0 2019-06-25 $25.82 $26.00 95.2% 27.3% 3.6% 48.3% 96.6% 25.0% -31.2% 42 -1.4K -3 0.00 197.86 1 0 1 0 2019-06-26 $25.74 $26.00 97.4% 27.9% 3.8% 49.5% 99.7% 24.1% -33.0% 42 -1.4K -3 0.00 198.52 1 0 1 0 2019-06-27 $25.80 $26.00 99.5% 28.5% 3.8% 50.6% 101.2% 25.7% -34.3% 42 -1.4K -3 0.00 198.52 1 0 1 0 2019-06-28 $25.81 $26.00 101.8% 29.2% 3.3% 51.9% 103.5% 26.5% -35.9% 42 -1.4K -2 0.00 197.86 1 0 1 0
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